Code: R7 210402

R7
PROBABILITY THEORY AND STOCHASTIC PROCESSES
(Common to ECE and ECC)

B.Tech II Year I Semester (R07) Supplementary Examinations, May 2012

Time: 3 hours Answer any FIVE questions All questions carry equal marks ***** 1 (a) (b)

Max Marks: 80

State and prove Baye's theorem. Two cards are drawn from 52-card deck (the first is not replaced) (i) Given the first card is a queen. What is the probability that second is also a queen? (ii) Repeat part (i) for the first card a queen and second card a 7. (iii) What is the probability that both cards will be the queen? Define distribution function and write the properties of distribution function. A random variable X is Gaussian with a x = 0 and x = 1 (i) What is the probability that |x| 2 (ii) What is the probably that x 2. A discrete random variable X have values X = -1, 01 and 2 with respective probabilities are 0.1, 0.3, 2 3 0.4, and 0.2. X is transformed to Y = 2-X + X /3. Find the density of Y. Explain about moments about the origin and central moments. Write a short notes on joint characteristic functions. Find the (x) and (y), when the joint density function is given by (x,y) = U (x) U (y) .

2 (a) (b)

3 (a) (b) 4 (a) (b)

5 (a) (b) 6 (a) (b)

Derive the relationship between power spectrum and autocorrelation functions. Write the properties of power density spectrum. What are the differences between determinate and non determinate random process? Explain each with an example. The auto correlation function, for a stationary ergodic process with no periodic components, is (T)) = 25 + . Find the mean and variance of the process X (t).

7 (a) (b)

State and prove the properties of cross correlation function. A random process is defined as X (f) = A coswt, where w is constant and A is a uniform random variable over (0, 1). Find the autocorrelation and covariance of X (t). Derive the expression for the power spectral density of input and output of a linear system. Prove that | (T)| .

8 (a) (b)

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